Show off in heaven: one's missed out! (6)
I believe the answer is:
parade
'show off' is the definition.
(I've seen this in another clue)
'heaven one's missed out' is the wordplay.
'heaven' becomes 'paradise' (synonyms).
'one's' becomes 'I's' (Roman numeral).
'missed out' is a deletion indicator.
'paradise' with 'is' taken out is 'PARADE'.
'in' is the link.
(Other definitions for parade that I've seen before include "March past" , "Cavalcade or procession" , "Public procession or ceremonial march" , "Assembly of troops for inspection" , "Flaunt; ceremonial march" .)